Desktop
Settings → Privacy and Security → Local Passcode: set a code of four or more characters and choose how long until it auto-locks. Once locked, a code is needed to read chats.
Mobile
- iOS: Settings → Privacy → unlock with Face ID;
- Android: Settings → Privacy → Passcode Lock with an auto-lock timer.
If you forget
The passcode is local only: log out and sign in again (your chats stay in the cloud). It is not the same as two-step verification — enable both.